MAXIMIN EFFICIENCY ROBUST TEST FOR MULTIPLE NUISANCE PARAMETERS AND ITS STATISTICAL PROPERTIES

• 作 者: 杨青 朱家砚 李正帮
• 机 构: SchoolofWaterResourcesandHydropowerEngineering,SchoolofMathematicsandStatistics,SchoolofMathematicsa
• 出 处: 数学物理学报：B辑英文版
• 发表日期: 2017年1期
• 关键词: 检验理论 多余参数 稳健性 统计特性 最大效率 统计遗传学 鲁棒性 性质 maximin efficiency robust multiple nuisance
• 基金项目: This work is partially supported by the Natural Science Foundation of China （11401240, 11471135）, and the self-determined research funds of CCNU from the colleges＇ basic research of MOE （CCNU15A05038,

We propose the maximin efficiency robust test(MERT) for multiple nuisance parameters based on theories about the maximin efficiency robust test for only one nuisance parameter and investigate some theoretical properties about this robust test.We explore s